+13,789.0%
AFL vs AZO
+41,812.3%
-28,023.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.3% | -2.9% | -0.4% | -2.4% |
| 30D | -5.0% | -5.3% | +0.3% | -3.5% |
| 3M | -1.8% | -7.3% | +5.6% | +0.2% |
| 6M | +4.8% | -22.7% | +27.5% | +12.4% |
| YTD | +5.4% | -15.0% | +20.5% | +9.4% |
| 1Y | +9.0% | -32.2% | +41.2% | +20.8% |
| 3Y | +63.0% | +10.0% | +53.0% | +54.5% |
| 5Y | +134.5% | +85.8% | +48.7% | +87.2% |
| 10Y | +298.6% | +298.9% | -0.3% | +149.0% |
| All | +13,789.0% | +41,812.3% | -28,023.3% | +2,772.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AZO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling